Introduction to stochastic integration [electronic resource] / K.L. Chung, R.J. Williams.
Chung, Kai Lai, 1917-2009.; Williams, R. J. (Ruth J.), 1955-
2013
QA274.22
Available Online

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Title Introduction to stochastic integration [electronic resource] / K.L. Chung, R.J. Williams.
Author Chung, Kai Lai, 1917-2009.
Edition Second edition.
ISBN 9781461495871 electronic book
1461495873 electronic book
9781461495864
DOI https://doi.org/10.1007/978-1-4614-9587-1
Published New York : Birkhäuser, [2013?]
Copyright ©2014
Language English
Description 1 online resource (xv, 276 pages) : illustrations.
Other Standard Identifiers 10.1007/978-1-4614-9587-1 doi
Call Number QA274.22
Dewey Decimal Classification 519.2
Note Reprint of the 1990 edition.
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Description based on print version record.
Added Author Williams, R. J. (Ruth J.), 1955-
Series Modern Birkhäuser classics.
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Record Appears in Online Resources > Ebooks
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Preliminaries
Definition of the Stochastic Integral
Extension of the Predictable Integrands
Quadratic Variation Process
The Ito Formula
Applications of the Ito Formula
Local Time and Tanaka's Formula
Reflected Brownian Motions
Generalization Ito Formula, Change of Time and Measure
Stochastic Differential Equations.

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